Blender Python select stored object without name
bpy.ops don't return items like that.

Instead, you want to work on the cameras and objects data blocks directly, like so:

camdata = bpy.data.cameras.new(name="Camera A")
a = bpy.data.objects.new(name="Camera A", object_data=camdata)


Then, link it to the currently active scene:

bpy.context.scene.objects.link(a)


You could then select the camera either, by just doing:

a.select = True


or by doing

bpy.data.objects[a.name].select = True